Assemble chronological data
Ensure timestamps are regular or impute missing entries, and record domain events that may explain shifts for later labelling.
Detect change points. Assess shifts in a time series.
Change point detection aims to locate times at which the statistical properties of a sequence change. In practice you must build a chronological dataset, design features that reveal abrupt or gradual shifts, choose detection algorithms (offline or online), and validate alerts against labelled events or held-out change episodes.
Learning concept · Not a validated service
Change point detection aims to locate times at which the statistical properties of a sequence change. In practice you must build a chronological dataset, design features that reveal abrupt or gradual shifts, choose detection algorithms (offline or online), and validate alerts against labelled events or held-out change episodes.
A proposed application: alert operators to distributional shifts in sensor readings or sales series so human analysts can inspect causes before automated actions are taken. Any alert should be reviewed by a human operator before operational decisions.
Ensure timestamps are regular or impute missing entries, and record domain events that may explain shifts for later labelling.
Compute lags, rolling means, variances and change-rate features that make sudden or sustained shifts visible to detectors.
Compare offline segmentation (e.g. ruptures) and online methods (CUSUM, EWMA) using time-respecting validation and labelled change events if available.
Set thresholds, group alerts into incidents and require human review; record false positives and missed events for iterative tuning.
The supplied starter synthesises a trending plus seasonal time series, creates lag and rolling-mean features, fits a RandomForestRegressor to forecast the next 30 days, and prints MAE and a few forecast rows. It does not implement any change point detection algorithm or produce change-point locations or alerts.
for lag in [1, 7, 14]:
series[f"lag_{lag}"] = series["value"].shift(lag)
series["rolling_7"] = series["value"].shift(1).rolling(7).mean()
series = series.dropna()
feature_cols = ["lag_1", "lag_7", "lag_14", "rolling_7"]
train = series.iloc[:-30]
test = series.iloc[-30:]
model = RandomForestRegressor(n_estimators=300, random_state=42)
model.fit(train[feature_cols], train["value"])
forecast = model.predict(test[feature_cols])The code trains a forecaster on a synthetic series and prints forecasts; it contains no change-point detection logic (no segmentation, statistical test, online detector or labelled change events) and therefore cannot identify or timestamp structural shifts described in the project title.
Proposed extension: add an offline segmentation algorithm (for example the ruptures package) to detect and timestamp regime changes, and evaluate detections against a small labelled set of known change events.
This is a potential application pathway, not a delivered product. The supplied starter does not implement this service or validate it with real users.
Networkers Home runs this topic inside its AI Engineer Course, with placement support and hands-on labs.